Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.704 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 52050.98 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47889.85 Kr¶

PnL: ---------------------------------------> -1036.65 Kr¶

DD now: ---------------------------------> -2.013 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 16:22:16.844595'

Anic Portfolio¶

Today¶

Return: -0.507 %¶

This Week¶

Return: -0.507 %¶

Total portfolio value¶

Return including deposits: 70.402 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.280000 876.000000 31.000000 3.670000 845.000001
SynAct Pharma 9 -1.200000 666.000000 21.000000 3.260000 645.000003
Svolder B 35 1.790000 2194.500000 21.000000 0.970000 2173.500000
Biotage 4 0.650000 622.400000 19.400000 3.220000 603.000000
BHG Group 49 -5.560000 658.070000 19.070000 2.980000 638.999984
Addtech B 3 1.960000 717.000000 17.000000 2.430000 699.999999
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Vitrolife 3 2.310000 691.200000 14.200000 2.100000 677.000001
Indutrade 5 1.530000 1330.500000 10.500000 0.800000 1320.000000
Addnode Group B 6 1.280000 759.000000 7.000000 0.930000 751.999998
Sdiptech B 3 -0.290000 826.800000 4.800000 0.580000 822.000000
Nolato B 12 -0.820000 652.800000 4.800000 0.740000 648.000000
Fortnox 10 3.890000 672.200000 4.200000 0.630000 668.000000
Latour B 2 1.520000 452.800000 3.800000 0.850000 449.000000
Embracer Group B 26 -1.370000 664.820000 2.820000 0.430000 661.999988
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
NCC B 7 -0.800000 653.450000 -0.550000 -0.080000 653.999997
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -3.880000 570.000000 -4.000000 -0.700000 574.000000
Lime Technologies 2 -0.840000 589.000000 -4.000000 -0.670000 593.000000
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
Investor B 3 0.530000 649.050000 -8.950000 -1.360000 657.999999
SCA A 4 -0.140000 589.600000 -9.400000 -1.570000 599.000000
BONESUPPORT HOLDING 10 -1.540000 1214.000000 -10.000000 -0.820000 1224.000000
Humana 40 1.990000 656.000000 -18.000000 -2.670000 674.000000
Balco Group 39 -1.470000 1833.000000 -42.000000 -2.240000 1874.999997
Ambea 68 0.720000 2476.560000 -60.440000 -2.380000 2537.000032
Creades A 7 1.290000 548.800000 -62.200000 -10.180000 610.999998
Lundin Gold 7 0.000000 910.000000 -64.000000 -6.570000 973.999999
Investor A 16 0.370000 3468.800000 -76.200000 -2.150000 3545.000000
New Wave B 40 -1.120000 3776.000000 -140.000000 -3.580000 3916.000000
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Sedana Medical 135 -6.150000 4158.000000 -173.000000 -3.990000 4330.999935
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.480000 2567.800000 -399.200000 -13.450000 2966.999993
TOTAL 47889.850000 -1036.650000 -2.01311% 48926.499863

Updated:¶

'2023-06-13 16:22:34.505798'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶